As above.

Is there a specific format?

Or can it just not be done?

My unlimited gratitude to anyone who can help.

Depends on the version of Studio you are using. From memory you need 23 or later, and probably the ultimate version. There are also restrictions as to the codec used inside the the wrapper. Uncompressed AVIs work, CIneform works and I think Prores works too, in a MOV wrapper.